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DebtRank Systemic Risk Estimation Method
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Systemic risk estimation.rarRAR
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Additional Info
| Field | Value |
|---|---|
| Accessibility | Both |
| AccessibilityMode | Download |
| Attribution requirements | DebtRank: A Microscopic Foundation for Shock Propagation, Marco Bardoscia, Stefano Battiston, Fabio Caccioli, Guido Caldarelli, PLoS ONE 10(6): e0130406 (2015), doi:10.1371/journal.pone.0130406 |
| Availability | On-Line |
| Basic rights | Temporary download of a single copy only |
| CreationDate | 2016-07-06 |
| Creator | Squartini, Tiziano, tiziano.squartini@imtlucca.it, orcid.org/0000-0001-9011-966X |
| Field/Scope of use | Research only |
| Group | Demography, Economy and Finance 2.0 |
| Owner | Squartini, Tiziano, tiziano.squartini@imtlucca.it, orcid.org/0000-0001-9011-966X |
| ProgrammingLanguage | Matlab/Python |
| Related Paper | Bardoscia M, Battiston S, Caccioli F, Caldarelli G (2015) Correction: DebtRank: A Microscopic Foundation for Shock Propagation. PLOS ONE 10(7). http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0130406 |
| Restrictions on use | The related paper must be cited in any publication making use of the method itself |
| Sublicense rights | No |
| Territory of use | World Wide |
| Thematic Cluster | Social Network Analysis [SNA] |
| UsageMode | Download |
| input | The (known or reconstructed) interbank network and banks' equity at the first two time-steps |
| output | Nodes ranking according to the level of distress |
| system:type | Method |
Management Info
| Field | Value |
|---|---|
| Source | https://sites.google.com/a/imtlucca.it/networks---imt-unit-for-the-study-of-networks/downloadable-files/systemic-risk-estimation |
| Author | Squartini Tiziano |
| Maintainer | Squartini Tiziano |
| Version | 1 |
| Last Updated | 12 September 2023, 09:42 (CEST) |
| Created | 29 June 2018, 11:32 (CEST) |